KOSPI 200 Volatility Index

CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	0.2303	26.93
$α$	0.3236	45.83
$β$	0.9115	243.21
$γ$	0.0317	4.72

V-Lab

Union Steel EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Union Steel Analyses